LIBOR WATERFALL METHODOLOGY TEST RATES
In March 2018 ICE Benchmark Administration Limited published test rates relating to a three-month testing period during which all 20 LIBOR panel banks were required to make parallel LIBOR submissions. These parallel submissions used the evolved waterfall methodology set out in the ICE LIBOR output statement. The test rates are published alongside previously published LIBOR using the existing methodology for the same period.
Terms & Conditions
In order to receive the proprietary data from this webpage, you acknowledge and agree that you shall not disclose, transmit, distribute or disseminate, either directly or indirectly through any third parties, the market data and information contained herein, including files or URLs, to any person or entity without the express written consent of ICE Benchmark Administration Limited. The market data and information contained herein constitutes confidential information and valuable property owned by ICE Benchmark Administration Limited, its affiliates, licensors and/or other relevant third parties.
The data provided on this webpage is historical, in the case of the LIBOR Waterfall Methodology Test Rates relates to a three-month test period, and is provided for information purposes only. Historical data may not be indicative of future data, and none of the data is intended to constitute any invitation or inducement to engage in any investment activity. To the fullest extent permitted by applicable law, neither ICE Benchmark Administration Limited, Intercontinental Exchange, Inc. nor any of its or their affiliates will be liable in contract or tort (including negligence), for breach of statutory duty or nuisance or under antitrust laws or otherwise, in respect of any damage, expense or other loss you may suffer arising out of or in connection with such data or any reliance you may place upon it.
Furthermore, you acknowledge that you have read and agree to all terms presented in the following document: LIBOR Test Rates Website Terms and Conditions.
Please click on the link above to read the LIBOR Test Rates Website Terms and Conditions and click on the ”CLICK HERE TO ACCEPT AND DOWNLOAD THE DATA” link below to access the data file. By accessing the data, you accept and agree to all the above terms.